I am having a similar issue with 2.0.4 I was running version 1.0.3 successfully, but when I try to upgrade my site to 2.0.0 – 2.0.4 I get session errors like above.
Fatal error: Mage_Core_Model_Session_Abstract::getMessages() [<a href='mage-core-model-session-abstract.getmessages'>mage-core-model-session-abstract.getmessages</a>]: The script tried to execute a method or access a property of an incomplete object. Please ensure that the class definition "Mage_Core_Model_Message_Collection" of the object you are trying to operate on was loaded _before_ unserialize() gets called or provide a __autoload() function to load the class definition in .........................app/code/core/Mage/Core/Model/Session/Abstract.php on line 215
